After seeing Borat with Nathan and Krista we were trying to figure out how much of the movie was real, how much of it was staged and how much the people appearing in it knew during the filming of the show. The online magazine Salon has done an article examining most of the sequences in the film and explaining the truth behind them.
Their article "What's real in Borat" is online here [sal]. You do have to sit through an ad before you get to the main article, but it's painless and it's well worth the two minute wait. I won't reveal what is what but I will say I was right about the prostitute.